package com.yami.trading.api.controller; import com.yami.trading.bean.data.domain.Depth; import com.yami.trading.bean.data.domain.DepthEntry; import com.yami.trading.bean.data.domain.Realtime; import com.yami.trading.bean.item.domain.Item; import com.yami.trading.common.exception.BusinessException; import com.yami.trading.common.util.Arith; import com.yami.trading.common.util.RandomUtil; import com.yami.trading.common.util.StringUtils; import com.yami.trading.common.web.ResultObject; import com.yami.trading.huobi.data.DataCache; import com.yami.trading.service.data.DataService; import com.yami.trading.service.item.ItemService; import lombok.extern.slf4j.Slf4j; import org.springframework.beans.factory.annotation.Autowired; import org.springframework.beans.factory.annotation.Qualifier; import org.springframework.web.bind.annotation.CrossOrigin; import org.springframework.web.bind.annotation.RequestMapping; import org.springframework.web.bind.annotation.RestController; import javax.servlet.http.HttpServletRequest; import java.math.BigDecimal; import java.math.RoundingMode; import java.text.DecimalFormat; import java.util.*; /** * 市场深度数据 20档深度,根据页面取5档或20档 * */ @RestController @CrossOrigin @Slf4j public class DepthController { @Autowired @Qualifier("dataService") private DataService dataService; @Autowired private ItemService itemService; @RequestMapping("api/hobi!getDepth.action") public ResultObject getDepth(HttpServletRequest request) { ResultObject resultObject = new ResultObject(); try { String symbol = request.getParameter("symbol"); if (StringUtils.isNullOrEmpty(symbol)) { resultObject.setCode("400"); resultObject.setMsg("[symbol]参数为空"); return resultObject; } // 数据处理 Depth data = this.dataService.depth(symbol); Realtime realtime = DataCache.getRealtime(symbol); resultObject.setData(depthRevise(data, symbol, realtime.getClose(), true)); return resultObject; } catch (BusinessException e) { resultObject.setCode("402"); resultObject.setMsg(e.getMessage()); return resultObject; } catch (Throwable e) { resultObject.setCode("500"); resultObject.setMsg("服务器错误(500)"); log.error(e.getMessage() , e); return resultObject; } } /** * 市场深度数据 解析 */ public Map depthRevise(Depth data, String symbol, Double close, boolean random) { Map map = new HashMap(); map.put("symbol", symbol); Item item = this.itemService.findBySymbol(data.getSymbol()); List> asks_list = new ArrayList>(); int asksSize = data.getAsks().size(); for (int i = 0; i < 20 - asksSize; i++) { DepthEntry e = new DepthEntry(); e.setAmount(RandomUtil.randomFloat(10, 100, 0)); e.setPrice(close); data.getAsks().add(e); } int bidsSize = data.getBids().size(); for (int i = 0; i < 20 - bidsSize; i++) { DepthEntry e = new DepthEntry(); e.setAmount(RandomUtil.randomFloat(10, 100, 0)); e.setPrice(close); data.getBids().add(e); } Set asksPrices = new HashSet<>(); asksSize = data.getAsks().size(); bidsSize = data.getBids().size(); for (int i = 0; i < asksSize; i++) { DepthEntry depthEntry = data.getAsks().get(i); Map asks_map = new HashMap(); double price; double amount; if (random) { double addPriceValue = getRandomValue(String.valueOf(depthEntry.getPrice())); double addAmountValue = getRandomValue((int) depthEntry.getAmount().doubleValue()); price = Arith.add(depthEntry.getPrice(), addPriceValue); if (price < close) { price = Arith.add(close, addPriceValue); } else { price = Arith.add(close, addPriceValue / 10); } amount = Arith.add(depthEntry.getAmount(), addAmountValue); } else { price = depthEntry.getPrice(); amount = depthEntry.getAmount(); } if(price <=0 ){ continue; } if (item.getDecimals() < 0) { asks_map.put("price", price); asks_map.put("amount", amount); } else { String format = ""; if (item.getDecimals() == 0) { format = "#"; } else { format = "#."; for (int j = 0; j < item.getDecimals(); j++) { format = format + "#"; } } DecimalFormat df = new DecimalFormat(format); df.setRoundingMode(RoundingMode.FLOOR);// 向下取整 asks_map.put("price", df.format(price)); if (asksPrices.contains(df.format(price))) { continue; } else { asksPrices.add(df.format(price)); } asks_map.put("amount", df.format(amount)); } asks_list.add(asks_map); } // buy map.put("asks", asks_list); Set bidPriceSet = new HashSet<>(); List> bids_list = new ArrayList>(); for (int i = 0; i < bidsSize; i++) { DepthEntry depthEntry = data.getBids().get(i); String priceTemp = new BigDecimal(String.valueOf(depthEntry.getPrice())).toPlainString(); double addPriceValue = getRandomValue(priceTemp); double addAmountValue = getRandomValue((int) depthEntry.getAmount().doubleValue()); double price; double amount; if (random) { price = Arith.add(depthEntry.getPrice(), -addPriceValue); if (price >= close) { price = Arith.add(close, -addPriceValue); } else { price = Arith.add(close, -addPriceValue / 10); } amount = Arith.add(depthEntry.getAmount(), addAmountValue); } else { price = depthEntry.getPrice(); amount = depthEntry.getAmount(); } if(price <=0 ){ continue; } Map bids_map = new HashMap<>(); if (item.getDecimals() < 0) { bids_map.put("price", price); bids_map.put("amount", amount); } else { String format = ""; if (item.getDecimals() == 0) { format = "#"; } else { format = "#."; for (int j = 0; j < item.getDecimals(); j++) { format = format + "#"; } } DecimalFormat df = new DecimalFormat(format); bids_map.put("price", df.format(price)); if (bidPriceSet.contains(df.format(price))) { continue; } else { bidPriceSet.add(df.format(price)); } bids_map.put("amount", df.format(amount)); } bids_list.add(bids_map); } // sell map.put("bids", bids_list); return map; } private double getRandomValue(int value) { double addValue; if (value > 0) { int count = 0; while (value > 0) { value = value / 10; count++; } // 个 if (count == 1) { addValue = RandomUtil.randomFloat(0.01, 0.1999, 4); return addValue; } // 十 if (count == 2) { addValue = RandomUtil.randomFloat(0.1, 0.5999, 4); return addValue; } // 百 if (count == 3) { addValue = RandomUtil.randomFloat(0.1, 2.9999, 4); return addValue; } // 千 if (count == 4) { addValue = RandomUtil.randomFloat(1, 3.9999, 4); return addValue; } // 万 if (count == 5) { addValue = RandomUtil.randomFloat(1, 5.9999, 4); return addValue; } // 十万 else { addValue = RandomUtil.randomFloat(1, 5.9999, 4); return addValue; } } else { addValue = RandomUtil.randomFloat(0.01, 0.2999, 4); return addValue; } } private double getRandomValue(String value) { double addValue; double d = Double.valueOf(value); int val = (int) d; // 个位数>0 if (val > 0) { int count = 0; while (val > 0) { val = val / 10; count++; } // 个 if (count == 1) { addValue = RandomUtil.randomFloat(0.01, 0.1999, 4); return addValue; } // 十 if (count == 2) { addValue = RandomUtil.randomFloat(0.1, 0.5999, 4); return addValue; } // 百 if (count == 3) { addValue = RandomUtil.randomFloat(0.1, 2.9999, 4); return addValue; } // 千 if (count == 4) { addValue = RandomUtil.randomFloat(1, 3.9999, 4); return addValue; } // 万 if (count == 5) { addValue = RandomUtil.randomFloat(1, 5.9999, 4); return addValue; } // 十万 else { addValue = RandomUtil.randomFloat(1, 5.9999, 4); return addValue; } } // 个位=0 else { String[] valueSplit = value.split("\\."); int valueLength = valueSplit[1].length(); if (valueLength <= 4) { addValue = RandomUtil.randomFloat(0.001, 0.003, 3); return addValue; } if (4 < valueLength && valueLength <= 6) { addValue = RandomUtil.randomFloat(0.00001, 0.00003, 5); return addValue; } if (6 < valueLength && valueLength <= 8) { addValue = RandomUtil.randomFloat(0.0000001, 0.0000003, 7); return addValue; } if (8 < valueLength && valueLength <= 10) { addValue = RandomUtil.randomFloat(0.0000001, 0.0000003, 9); return addValue; } else { addValue = RandomUtil.randomFloat(0.0000000001, 0.0000000003, 10); return addValue; } } } private Map revise(Depth data) { Map map = new HashMap(); map.put("symbol", data.getSymbol()); Item item = this.itemService.findBySymbol(data.getSymbol()); List> asks_list = new ArrayList>(); for (int i = 0; i < data.getAsks().size(); i++) { DepthEntry depthEntry = data.getAsks().get(i); Map asks_map = new HashMap<>(); if (item.getDecimals() < 0) { asks_map.put("price", depthEntry.getPrice()); asks_map.put("amount", depthEntry.getAmount()); } else { String format = ""; if (item.getDecimals() == 0) { format = "#"; } else { format = "#."; for (int j = 0; j < item.getDecimals(); j++) { format = format + "#"; } } DecimalFormat df = new DecimalFormat(format); // 向下取整 // df.setRoundingMode(RoundingMode.FLOOR); asks_map.put("price", df.format(depthEntry.getPrice())); asks_map.put("amount", df.format(depthEntry.getAmount())); } asks_list.add(asks_map); } map.put("asks", asks_list); List> bids_list = new ArrayList<>(); for (int i = 0; i < data.getBids().size(); i++) { DepthEntry depthEntry = data.getBids().get(i); Map bids_map = new HashMap<>(); if (item.getDecimals() < 0) { bids_map.put("price", depthEntry.getPrice()); bids_map.put("amount", depthEntry.getAmount()); } else { String format = ""; if (item.getDecimals() == 0) { format = "#"; } else { format = "#."; for (int j = 0; j < item.getDecimals(); j++) { format = format + "#"; } } DecimalFormat df = new DecimalFormat(format); bids_map.put("price", df.format(depthEntry.getPrice())); bids_map.put("amount", df.format(depthEntry.getAmount())); } bids_list.add(bids_map); } map.put("bids", bids_list); return map; } }